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Hi I am looking for a clear explanation of T statistics concept. Especially in quantitative equity portfolio management context, what does T statistics of monthly Information Coefficient for one factor indicate? How can I tell if it is significant, and if it is, any useful information I could derive from that?

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    $\begingroup$ A better place for asking this question might be stats.SE. $\endgroup$ – Ryogi Oct 19 '11 at 20:51

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